On asymptotic behaviour of probabilities of small deviations for compound Cox processes
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
On asymptotic behaviour of probabilities of small deviations for compound Cox processes
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| Creator |
Frolov, A.N.
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| Description |
We derive logarithmic asymtotics for probabilities of small deviations for compound Cox processes in the space of trajectories. We find conditions under which these asymptotics are the same as those for sums of independent identically distributed random variables and homogeneous processes with independent increments. We show that if these conditions do not hold, the asymptotics of small deviations for compound Cox processes are quite different.
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| Date |
2009-12-03T16:34:21Z
2009-12-03T16:34:21Z 2008 |
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| Type |
Article
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| Identifier |
On asymptotic behaviour of probabilities of small deviations for compound Cox processes / A.N. Frolov // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 19–27. — Бібліогр.: 10 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4548 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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